Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2763726.0777 | 2645494.4841 | 118231.5936 | 6707844.0331 | 3483220.0264 | 3224624.0068 |
Total P&L (%) | 2763.7261 | 2645.4945 | 118.2316 | 6707.844 | 3483.22 | 3224.624 |
Avg Daily Profit (%) | 1.248 | 1.1946 | 0.0534 | 0.1908 | 0.1617 | 0.1584 |
Buy And Hold Return (%) | 681.8145 | 681.8145 | 681.8145 | 681.8145 | 681.8145 | 681.8145 |
Max Trade Drawdown | -115637 | -86830 | -57423 | -21082530 | -14882380 | -8072511 |
Profit Factor | 6.934 | 12.6032 | 1.4973 | 1.138 | 1.128 | 1.1506 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 50 | 48.3871 | 51.6129 | 50 | 48.3871 | 51.6129 |
Ratio Avg Win / Avg Loss | 6.934 | 13.4434 | 1.4037 | 1.138 | 1.2032 | 1.0787 |
Largest Winning Trade | 2416344 | 2416344 | 54073 | 11622318 | 11622318 | 4998200 |
Largest Losing Trade | -57423 | -51761 | -57423 | -12005814 | -12005814 | -8072511 |
Avg Bars in Trades | 139 | 129 | 149 | 139 | 129 | 149 |
Avg Bars in Winners | 179 | 142 | 214 | 179 | 142 | 214 |
Avg Bars in Losers | 98 | 116 | 79 | 98 | 116 | 79 |
Bars Traded | 8623 | 4002 | 4621 | 8623 | 4002 | 4621 |
Profit Streak | 45.864 | 0 | 72.114 | 45.864 | 0 | 72.114 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -138034 | 685468 | -285380 | -218729 | -73896 | -48018 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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